Yes, it is strange. I left mine on accidentally the other day and was surprised to find them off when I returned. See also this thread from some time ago, which ran for three pages and concluded nothing:
Getting more and more used to the functions or missing functions of my Grenadier I wanted to park on a completely dark road. If my fading memory is correct, in germany you have to switch your parking lights on in a situation like this. It is a matter of road-safety. I tried this with the Grenadier, but when I switched of the Ignition there is no possibility to turn on the exterior lights. The coming home/leaving home function only lasts several seconds. If I try to set the indicators, nothing happens. In my last cars this procedure activated the parking light for the chosen side. I did not...
Contrary to comments in the above thread it is still a legal requirement in the UK to leave sidelights or parking lights illuminated when parked in the normal direction of traffic at night on a road with a speed limit in excess of 30mph and I believe that the UK Construction & Use Regulations require parking/side lights to be fitted.
I am taking my car in for its first service on Wednesday and if I remember will ask the dealer if he knows the situation. It does appear that there has been a change in specification, possibly unintentional.